Tel Aviv 125 Index EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:16.98% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0223 | 11.45 | |
| 0.1771 | 35.97 | |
| 0.9752 | 774.61 | |
| -0.0642 | -15.02 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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